Bone constraints not applied correctly
This behavior is normal. The copy rotation in world space will align the rotation axis of the bone with the cube (X with X, Y with Y, Z with Z). If you don't want the bone to rotate 90deg when you add the copy rotation you will have to rotate the bone in edit mode, making sure it aligns with the rotation of the cube (in your example, in edit mode, rotate the bone -90deg in X axis). 

The rotation in edit mode has an impact on how the bone is oriented in pose mode (in pose mode the Y axis of the bone is the one going from the head to the tail of the bone).

Then when you add your constraint to the bone, it shouldn't rotate.

Hopes this makes sens.